The pressure in an annealing furnace is an important control indicator. A fluctuating furnace pressure may have great influence on quality and performance of the products. A very low furnace pressure may cause the air to enter the oxidized strip steel, and a very high furnace pressure may make exhaust gas flow into the next furnace section so as to affect atmosphere in the furnace. The whole heating furnace for continuous annealing is divided into several sections, and each section is controlled independently, for example, in terms of coal gas flow volume, temperature and pressure. The furnace temperature of currently commonly-used annealing furnaces is mostly controlled by a double cross amplitude limiting control method. Both the flow volume of the coal gas and the flow volume of the air volume entering into the furnace vary with different powers to be needed, which causes the volume of exhaust gas generated by combustion in the furnace to be always varying, and thereby to give rise to fluctuation of furnace pressure. At present and in general, it is common to employ conventional PID double cross amplitude limiting control method to control furnace pressure of the existing continuous annealing furnaces. A schematic diagram of control logic of the conventional PID double cross amplitude limiting control method of furnace pressure is shown in FIG. 3. Its control process is: furnace temperature is measured by two thermocouples respectively, the higher one of the two measurements is taken as significant and sent to be compared to the set value of furnace temperature, the difference between the measured and the set value is taken as a input to PID control module; after making an operation, the PID control module outputs a control signal to the double cross amplitude limiting control module for it to make operation; the double cross amplitude limiting control module calculates new set values of coal gas flow volume and air flow volume and compares the new set values to their actual values and educes differences between the new set values and the actual values, respectively, and then sends the differences to PID module of the coal gas and PID module of the air, respectively; after making operation, the PID module of the coal gas and PID module of the air send a signal standing for necessary regulation of coal gas control valve and a signal standing for necessary regulation of air control valve to their actuators, respectively; and finally, the actuators of both coal gas control valve and air control valve adjust the valves so as to make the current actual values of coal gas flow volume and air flow volume corresponding to the new set values respectively. During regulation, the coal gas flow volume and air flow volume entering into the furnace are always varying. A continuous annealing furnace is equipped with many burners, every burner's load is constantly changed, and the volume of the coal gas and air in the furnace is always varying in a relatively large range, moreover, transmission of furnace pressure to measure points takes a little time, furthermore, annealing furnace has a big inertia and a nature of lagging. For all these reasons, the conventional furnace pressure control of continuous annealing furnaces fails to meet the needs of both the stability of the furnace pressure and the fast speed of regulation.